-18.1%
SONY vs SHAK
-34.9%
+16.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.2% |
| 7D | -2.7% | -8.3% | +5.6% | -1.6% |
| 30D | +1.5% | -12.6% | +14.2% | +3.2% |
| 3M | +13.0% | +9.1% | +3.9% | +11.2% |
| 6M | +11.2% | -31.2% | +42.5% | +16.2% |
| YTD | -6.6% | -21.6% | +14.9% | -5.3% |
| 1Y | -18.1% | -38.8% | +20.7% | -14.9% |
| All | -18.1% | -34.9% | +16.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling